🎯 Next Day Trading Recommendation
Action: BUY
Expected Return: 0.95%
Raw DA: 88.5% (Buy & Hold baseline: 51.4%)
📊 Next Day Price Predictions & Recommendations
📊 Executive Summary
This comprehensive ML analysis of TSLA achieves a best raw directional accuracy of 88.5% (vs Buy & Hold baseline of 0.0%).
📈 Model Performance Metrics
| Model | RMSE | MAE | Directional Accuracy |
|---|---|---|---|
| LINEAR | 0.0333 | 0.0200 | 84.4% |
| RF | 0.0216 | 0.0151 | 85.6% |
| XGB | 0.0188 | 0.0127 | 88.5% |
| GBR | 0.0194 | 0.0129 | 86.8% |
| ELASTICNET | 0.0278 | 0.0206 | 73.7% |
| EXTRATREES | 0.0207 | 0.0143 | 85.6% |
| SGD | 0.0460 | 0.0265 | 78.2% |
📊 Model Comparison & Error Analysis
📊 Strategy Performance Analysis
📊 Prediction Stability & Agreement
📊 Feature Analysis & Correlations
🎯 Conclusions & Recommendations
- Model Performance: ML models achieve raw directional accuracies from 73.7% to 88.5% (Buy & Hold baseline: 0.0%)
- Risk Management: Threshold-based strategy (0.2% threshold) effectively reduces false signals and improves signal quality
- Implementation: Consider implementing the recommended trading strategy with proper position sizing and risk management protocols
- Monitoring: Regular model retraining and performance monitoring is essential for maintaining predictive accuracy
- Next Steps: Focus on the best performing model (XGBoost) for production deployment with continuous validation
⚠️ Disclaimer
This analysis is for informational purposes only and should not be considered as financial advice. Past performance does not guarantee future results. Always conduct your own research and consult with qualified financial advisors before making investment decisions.